+53.9%
XLV vs CSGP
-63.2%
+117.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -0.4% | -7.1% | +6.7% | +0.8% |
| 30D | +9.9% | +3.6% | +6.2% | +8.8% |
| 3M | +12.9% | -2.7% | +15.6% | +12.7% |
| 6M | +33.2% | -8.0% | +41.2% | +33.7% |
| YTD | +23.6% | -55.0% | +78.6% | +39.3% |
| 1Y | +27.5% | -55.8% | +83.2% | +44.1% |
| 3Y | +57.3% | -62.0% | +119.3% | +80.1% |
| 5Y | +53.9% | -62.9% | +116.9% | +75.2% |
| All | +53.9% | -63.2% | +117.2% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling